+395.8%
DUK vs FN
+3,620.5%
-3,224.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.0% |
| 7D | 0.0% | -1.7% | +1.7% | 0.0% |
| 30D | -1.7% | -22.0% | +20.3% | -1.2% |
| 3M | -0.4% | -43.0% | +42.6% | +0.7% |
| 6M | -7.2% | -27.7% | +20.5% | -7.0% |
| YTD | +5.3% | -10.5% | +15.8% | +4.7% |
| 1Y | +3.0% | +12.5% | -9.5% | +1.5% |
| 3Y | +53.1% | +153.8% | -100.7% | +43.5% |
| 5Y | +37.9% | +288.0% | -250.1% | +25.3% |
| 10Y | +124.8% | +906.4% | -781.6% | +94.2% |
| All | +395.8% | +3,620.5% | -3,224.7% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling